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記錄股民匹諾曹(Pinocchio)期貨交易從虧損走向盈利的曲折過程。
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帕努奇交易記第45周:-0.1%, 年-24.3%

(2022-11-11 14:57:56) 下一個

   第45周交易18次共35手,虧損-0.3K,-0.1%(-5.7,-3.7,4.1,1.3.,3.6),原倉9.5,新倉-14.7,交易4.8。YTD -152.6K,-24.3%。現賬戶資金475.6K,杠杆1.66,淨倉0,波動率1.01%(0.65%~1.73%),風險正常。

   周四CPI數據顯示通脹有所減緩,本周股市全麵暴漲。但瘋漲之初賬戶就賣掉了原持有的黃金債卷倉位,失去了大賺的機會。原倉不交易也應有9.5K的盈利。目前賬戶仍持有嚴重虧損的3手YM-RS空倉。風險正常。

   以下是賬戶交易與期貨的詳細情況,

Contract Trade Vol P_1 Pos Old New Trading No Fee
ESZ22 1 1 1 0 $11,338 ($5,063) $0 $6,275
GCZ22 10 10 2 0 $17,700 ($9,930) ($1,600) $6,170
RSZ22 6 6 3 3 $12,840 $0 $3,625 $16,465
SIZ22 10 10 (2) 0 ($8,800) $2,488 $3,812 ($2,500)
YMZ22 7 7 (4) (3) ($27,780) $800 ($1,000) ($27,980)
ZBZ22 1 1 1 0 $4,156 ($3,031) $0 $1,125
Total 35 35 1 0 $9,454 ($14,736) $4,837 ($445)
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 20.86 2.79 6.59          -   $475,572 $4,811 1.01% 1.01% 61 11/11 17:33 0
39 ZWZ22-ZCZ22 (1.31) 1.60 5.61 19.50% $7,813 $1,341 0.28% 3.30% 64 09/21 03:11 0
38 ZSF23-ZWZ22 2.23 (1.09) 5.42 -7.50% $31,900 $1,791 0.38% 4.40% 55 09/13 05:01 0
37 ZSF23-ZCZ22 2.09 (1.12) 7.70 19.53% $39,713 $1,114 0.23% 1.53% 63 09/13 07:36 0
36 ZBZ22-6JZ22 (1.58) (3.12) (4.20) 12.38% $33,000 $1,794 0.38% 1.45% 72 10/07 10:14 0
35 YMZ22-RSZ22 2.07 2.33 5.71 55.95% $74,480 $1,604 0.34% 0.95% 58 11/08 15:31 -3
34 RBZ22-HOZ22 (2.04) (1.05) 7.02 24.21% ($40,299) $4,848 1.02% 3.22% 56 09/15 13:59 0
33 RBZ22-CLF23 (2.13) 1.51 4.91 48.48% $22,362 $2,167 0.46% 1.96% 90 11/03 05:09 0
32 NQZ22-YMZ22 (2.18) 2.59 (7.44) 42.23% $67,900 $4,397 0.92% 1.86% 60 10/13 08:32 0
31 NQZ22-RSZ22 0.29 2.08 (7.14) 33.42% $142,380 $5,067 1.07% 2.14% 58 10/13 09:21 0
30 NQZ22-ESZ22 (1.24) 2.62 (5.32) 63.13% $36,750 $2,806 0.59% 1.19% 62 10/11 15:11 0
29 HOZ22-CLF23 0.53 1.18 5.66 26.02% $62,661 $4,733 1.00% 3.14% 60 11/04 03:44 0
28 HGZ22-SIZ22 (0.50) 4.20 10.20 28.11% ($10,575) $2,738 0.58% 2.51% 55 10/14 12:25 0
27 GCZ22-SIZ22 (0.54) 3.06 (7.19) 47.62% $68,445 $1,995 0.42% 1.83% 61 10/03 10:00 0
26 ESZ22-YMZ22 (1.79) 7.32 7.32 65.66% $31,150 $1,756 0.37% 0.88% 60 11/11 14:05 0
25 ESZ22-RSZ22 1.48 1.71 (6.78) 48.57% $105,630 $2,630 0.55% 1.32% 60 09/16 09:26 0
24 6EZ22-6CZ22 (1.11) 6.65 6.65 31.29% $54,400 $1,101 0.23% 0.85% 62 11/11 16:20 0
23 6EZ22-6AZ22 (1.08) 4.57 (4.94) 40.09% $62,720 $960 0.20% 0.74% 68 09/25 21:04 0
22 6CZ22-6AZ22 0.20 (2.80) (5.45) 51.56% $8,320 $540 0.11% 0.80% 80 10/26 10:04 0
21 6BZ22-6CZ22 0.85 1.39 (12.03) 31.14% ($1,438) $917 0.19% 1.24% 62 09/25 21:01 0
20 6BZ22-6AZ22 0.93 (1.87) (10.80) 33.38% $6,883 $887 0.19% 1.20% 61 09/25 21:01 0
19 ZWZ22 (1.55) 1.31 5.91       813.75 $40,688 $1,666 0.35% 4.09% 64 09/21 03:11 0
18 ZSF23 2.07 2.67 7.58     1,451.75 $72,588 $1,385 0.29% 1.91% 66 09/13 07:36 0
17 ZCZ22 (0.03) 1.20 5.38       657.50 $32,875 $646 0.14% 1.97% 68 10/10 10:12 0
16 ZBZ22 (3.35) (1.19) (5.52)  123'180  $123,563 $2,048 0.43% 1.66% 71 10/10 13:08 0
15 YMZ22 1.46 1.11 4.89    33,765.00 $168,825 $3,641 0.77% 2.16% 58 10/14 08:57 -3
14 SIZ22 0.76 (1.89) 7.39        21.80 $108,975 $3,809 0.80% 3.50% 55 10/04 12:40 0
13 RSZ22 (1.81) 5.22 5.22     1,886.90 $94,345 $2,795 0.59% 2.96% 60 11/11 10:27 3
12 RBZ22 (2.32) 1.07 5.54         2.63 $110,422 $4,207 0.88% 3.81% 72 10/04 14:29 0
11 NQZ22 (0.62) 1.53 (6.28)    11,836.25 $236,725 $7,611 1.60% 3.22% 58 09/16 12:27 0
10 NGZ22 (0.30) (2.92) (7.11)         5.90 $59,020 $4,822 1.01% 8.17% 44 10/24 06:53 0
9 HOZ22 0.65 1.11 6.16         3.59 $150,721 $6,397 1.35% 4.24% 60 10/06 04:00 0
8 HGZ22 0.25 1.74 5.97         3.94 $98,400 $2,724 0.57% 2.77% 66 11/04 14:56 0
7 GCZ22 1.36 4.78 (5.74)     1,774.20 $177,420 $2,927 0.62% 1.65% 48 09/16 04:17 0
6 ESZ22 (0.11) 5.03 (6.40)     3,999.50 $199,975 $5,114 1.08% 2.56% 52 09/19 06:16 0
5 CLF23 0.22 (1.17) 6.30        88.06 $88,060 $3,320 0.70% 3.77% 65 10/09 18:00 0
4 6JZ22 (1.28) 1.73 7.53         0.01 $90,563 $1,064 0.22% 1.17% 53 11/10 16:09 0
3 6EZ22 (1.28) 6.65 6.65         1.04 $129,875 $1,603 0.34% 1.23% 54 11/11 14:39 0
2 6CZ22 (0.26) 4.53 (5.36)         0.75 $75,475 $820 0.17% 1.09% 54 09/19 09:29 0
1 6BZ22 0.84 4.86 (9.33)         1.18 $74,038 $1,332 0.28% 1.80% 54 09/25 21:01 0
0 6AZ22 (0.35) 5.87 5.87         0.67 $67,155 $1,114 0.23% 1.66% 50 11/11 14:39 0
                 
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